Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 13.071620 14.938576 16.962447 19.317467 21.980576 24.896770 28.330246
2024-10-27 9.693255 12.050562 14.811657 18.277183 22.503184 27.481420 33.782986
2024-11-03 8.514350 11.163903 14.422387 18.710746 24.191357 30.945475 39.883943
2024-11-10 7.605912 10.452833 14.107588 19.121484 25.796966 34.352078 46.117836
2024-11-17 6.689347 9.581337 13.436386 18.920575 26.486812 36.518063 50.779656
2024-11-24 5.887504 8.759668 12.722801 18.550969 26.856685 38.212467 54.849288
2024-12-01 5.341731 8.228479 12.339043 18.568985 27.711601 40.563471 59.907640
2024-12-08 4.959138 7.888589 12.182913 18.874503 28.962617 43.508400 65.948627
2024-12-15 4.583384 7.516812 11.937010 19.007815 29.941618 46.087645 71.579093
2024-12-22 4.183229 7.065578 11.525502 18.841904 30.433857 47.946608 76.211766
2024-12-29 3.907708 6.785174 11.349514 19.015617 31.439947 50.612400 82.195273
2025-01-05 3.752020 6.685195 11.446893 19.621581 33.151622 54.444116 90.188016
2025-01-12 3.444120 6.307734 11.072440 19.444693 33.613605 56.378557 95.362801
2025-01-19 3.009536 5.671645 10.215693 18.394641 32.558067 55.805125 96.437841
2025-01-26 2.875666 5.556053 10.234115 18.831945 34.019839 59.412270 104.584672
2025-02-02 2.748653 5.440700 10.241446 19.244836 35.457486 63.048963 112.973273
2025-02-09 2.540665 5.154807 9.920168 19.042818 35.793605 64.818563 118.245618
2025-02-16 2.328648 4.841828 9.523866 18.670906 35.792356 65.989456 122.518799
2025-02-23 2.187541 4.654819 9.346483 18.689045 36.494634 68.423265 129.143224
2025-03-02 2.093822 4.554197 9.324409 18.996432 37.746191 71.896889 137.812003
2025-03-09 1.986368 4.415860 9.217934 19.130562 38.673235 74.821740 145.620774
2025-03-16 1.853772 4.213176 8.968506 18.963634 39.006019 76.658296 151.492784
2025-03-23 1.767735 4.102123 8.894057 19.138412 40.009572 79.791670 159.950383